NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 17-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
54.78 |
54.85 |
0.07 |
0.1% |
53.83 |
High |
55.30 |
55.15 |
-0.15 |
-0.3% |
57.29 |
Low |
54.00 |
54.06 |
0.06 |
0.1% |
51.85 |
Close |
54.65 |
53.72 |
-0.93 |
-1.7% |
56.50 |
Range |
1.30 |
1.09 |
-0.21 |
-16.2% |
5.44 |
ATR |
2.32 |
2.23 |
-0.09 |
-3.8% |
0.00 |
Volume |
2,275 |
3,356 |
1,081 |
47.5% |
13,068 |
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.58 |
56.74 |
54.32 |
|
R3 |
56.49 |
55.65 |
54.02 |
|
R2 |
55.40 |
55.40 |
53.92 |
|
R1 |
54.56 |
54.56 |
53.82 |
54.44 |
PP |
54.31 |
54.31 |
54.31 |
54.25 |
S1 |
53.47 |
53.47 |
53.62 |
53.35 |
S2 |
53.22 |
53.22 |
53.52 |
|
S3 |
52.13 |
52.38 |
53.42 |
|
S4 |
51.04 |
51.29 |
53.12 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.53 |
69.46 |
59.49 |
|
R3 |
66.09 |
64.02 |
58.00 |
|
R2 |
60.65 |
60.65 |
57.50 |
|
R1 |
58.58 |
58.58 |
57.00 |
59.62 |
PP |
55.21 |
55.21 |
55.21 |
55.73 |
S1 |
53.14 |
53.14 |
56.00 |
54.18 |
S2 |
49.77 |
49.77 |
55.50 |
|
S3 |
44.33 |
47.70 |
55.00 |
|
S4 |
38.89 |
42.26 |
53.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.29 |
54.00 |
3.29 |
6.1% |
1.23 |
2.3% |
-9% |
False |
False |
2,698 |
10 |
57.29 |
50.92 |
6.37 |
11.9% |
1.10 |
2.0% |
44% |
False |
False |
2,835 |
20 |
62.08 |
50.92 |
11.16 |
20.8% |
0.85 |
1.6% |
25% |
False |
False |
2,577 |
40 |
76.95 |
50.92 |
26.03 |
48.5% |
1.34 |
2.5% |
11% |
False |
False |
2,195 |
60 |
108.14 |
50.92 |
57.22 |
106.5% |
1.18 |
2.2% |
5% |
False |
False |
1,794 |
80 |
119.89 |
50.92 |
68.97 |
128.4% |
1.02 |
1.9% |
4% |
False |
False |
1,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.78 |
2.618 |
58.00 |
1.618 |
56.91 |
1.000 |
56.24 |
0.618 |
55.82 |
HIGH |
55.15 |
0.618 |
54.73 |
0.500 |
54.61 |
0.382 |
54.48 |
LOW |
54.06 |
0.618 |
53.39 |
1.000 |
52.97 |
1.618 |
52.30 |
2.618 |
51.21 |
4.250 |
49.43 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
54.61 |
55.25 |
PP |
54.31 |
54.74 |
S1 |
54.02 |
54.23 |
|